+1,381.0%
NET vs HCA
+317.5%
+1,063.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.3% | -12.9% | -4.4% |
| 7D | -16.4% | +10.2% | -26.6% | -17.9% |
| 30D | -25.8% | +17.4% | -43.3% | -28.1% |
| 3M | -11.5% | +27.7% | -39.2% | -15.5% |
| 6M | +18.9% | +20.0% | -1.1% | +14.3% |
| YTD | +35.2% | +10.0% | +25.2% | +32.0% |
| 1Y | +14.5% | +9.0% | +5.4% | +11.7% |
| 3Y | +313.8% | +126.4% | +187.5% | +239.0% |
| 5Y | +32.6% | +115.2% | -82.7% | +7.7% |
| All | +1,381.0% | +317.5% | +1,063.5% | +1,202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling